+103.3%
RIOT vs CAPR
+42.0%
+61.3%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.6% | +5.7% | +2.2% |
| 7D | +25.1% | -9.5% | +34.6% | +25.4% |
| 30D | +8.5% | +121.5% | -113.0% | +5.8% |
| 3M | -13.4% | -65.4% | +52.0% | -12.3% |
| 6M | +57.1% | -67.5% | +124.7% | +59.3% |
| YTD | +75.7% | -68.6% | +144.3% | +78.1% |
| 1Y | +65.6% | +42.7% | +22.9% | +51.2% |
| 3Y | +103.3% | +43.4% | +59.9% | +37.5% |
| All | +103.3% | +42.0% | +61.3% | +37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CAPR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling